+329.9%
COP vs URA
+272.2%
+57.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.4% | +2.8% |
| 7D | +3.4% | +4.5% | -1.1% | +1.8% |
| 30D | -0.6% | -13.4% | +12.8% | +3.5% |
| 3M | +10.8% | -28.4% | +39.2% | +21.4% |
| 6M | +19.6% | -40.5% | +60.1% | +37.5% |
| YTD | +52.9% | -24.3% | +77.2% | +55.2% |
| 1Y | +62.2% | -28.8% | +91.0% | +67.5% |
| 3Y | +32.4% | +37.6% | -5.3% | -6.7% |
| 5Y | +129.7% | +30.7% | +99.1% | +57.9% |
| All | +329.9% | +272.2% | +57.6% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling